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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1338501047 Security: 133850104 Symbol: DAX58Z Life cycle
Secondary market

Bid Price 1.58

Ask Price 1.59

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 1.58 1.59
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.59
Change -1.24% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date21.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -26.96%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.17
Underlying price on issue18'751.94
Premium0.09%
Premium p.a.0.11%
Leverage10.83
Implied volatility0.14

Reference data

ISIN CH1338501047
Symbol DAX58Z
Security 133850104
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 13.05.2024

Key figures

Premium 9.34%
Premium p.a. 11.32%
Leverage 22.85
Implied volatility 14.18%
Moneyness out-of-the-money
Leverage 10.8252
Delta 0.4737
Gamma 0.0000
Theta -0.0047
Rho 0.1224
Vega 0.1309
Fair value 1.59
Intrinsic value n.a.
Break-even 20'208.83
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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